CLDT · Expected Move

CHATHAM LODGING TRUST

The expected move for CLDT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

CLDT straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current CLDT Expected Move
30-Day Straddle
$2.23
7-Day Straddle
$2.02
30-Day ATM IV
56.7%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to CLDT's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CLDT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261113 $2.23 $2.02 56.7% 45%
20261112 $5.00 $2.17 50.1% 33%
20261111 $1.68 $1.18 49.4% 32%
20261110 $2.23 $1.93 43.8% 22%
20261109 $2.05 $1.27 49.3% 32%
20261106 $1.80 $0.97 41.7% 18%
20261105 $2.25 $0.78 42.1% 19%
20261104 $1.95 $1.95 42.3% 19%
20261103 $1.98 $1.98 37.2% 10%
20261102 $0.90 $0.90 32.5% 2%
20261030 $1.20 $1.20 32.7% 2%
20261029 $1.02 $1.02 31.5% 0%
20261028 $3.05 $3.05 55.5% 38%
20261027 $1.83 $1.83 51.5% 31%
20261026 $2.40 $2.40 77.0% 75%
20261023 $2.33 $2.33 81.3% 82%
20261022 $2.33 $2.33 63.0% 53%
20261021 $1.25 $1.25 45.3% 25%
20261020 $1.25 $1.25 44.3% 23%
20261019 $1.20 $1.20 62.9% 53%
20261016 $1.30 $1.30 61.2% 50%
20261015 $1.52 $1.30 44.4% 23%
20261014 $1.68 $1.55 41.9% 19%
20261013 $1.75 $1.62 41.5% 18%
20261012 $1.77 $3.70 40.8% 17%
20261009 $2.38 $1.38 68.4% 62%
20261008 $1.77 $1.38 55.5% 41%
20261007 $2.33 $1.80 58.7% 46%
20261006 $1.90 $1.73 47.7% 28%
20261005 $3.85 $2.27 57.2% 44%
20261002 $2.15 $2.15 56.7% 43%
20261001 $1.35 $1.35 52.3% 36%
20260930 $1.40 $1.40 49.1% 31%
20260929 $1.30 $1.30 52.5% 36%
20260928 $1.38 $1.38 46.9% 27%
20260925 $3.40 $3.40 41.0% 18%
20260924 $1.20 $1.20 87.4% 93%
20260923 $1.18 $1.18 38.8% 14%
20260922 $1.25 $1.25 43.9% 22%
20260921 $1.15 $1.15 39.8% 16%
20260918 $1.10 $1.18 40.3% 16%
20260917 $1.15 $0.85 43.3% 21%
20260916 $1.48 $1.40 51.4% 28%
20260915 $1.25 $1.25 42.3% 16%
20260914 $1.10 $0.90 38.7% 9%
20260911 $1.75 $1.00 60.2% 33%
20260910 $1.15 $1.25 38.4% 9%
20260909 $1.05 $0.95 35.1% 5%
20260908 $1.27 $1.05 41.5% 12%
20260904 $1.07 $1.65 61.6% 34%
20260903 $1.68 $1.30 35.2% 6%
20260902 $1.25 $1.25 36.5% 7%
20260901 $0.88 $0.88 33.3% 4%
20260831 $1.30 $1.30 55.5% 28%
20260828 $1.43 $1.43 60.5% 33%
20260827 $1.35 $1.35 46.0% 17%
20260826 $1.95 $1.95 50.0% 22%
20260825 $1.60 $1.60 42.3% 13%
20260824 $1.73 $1.73 44.9% 16%
20260821 $1.55 $1.27 44.8% 16%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.